+2,547.4%
SO vs STLD
+7,971.8%
-5,424.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.6% | +7.8% | +0.8% |
| 7D | +0.4% | -12.5% | +12.9% | +1.3% |
| 30D | +9.2% | -6.8% | +16.1% | +9.7% |
| 3M | +1.1% | -16.4% | +17.5% | +2.2% |
| 6M | -1.1% | -6.1% | +5.1% | -0.9% |
| YTD | +9.7% | +32.0% | -22.3% | +7.0% |
| 1Y | +5.5% | +45.5% | -40.0% | +2.1% |
| 3Y | +47.0% | +106.5% | -59.5% | +37.4% |
| 5Y | +77.6% | +267.2% | -189.6% | +56.7% |
| 10Y | +181.0% | +878.9% | -697.9% | +123.5% |
| All | +2,547.4% | +7,971.8% | -5,424.4% | +1,606.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded STLD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling